> I use glpsol and find the following solution. > Is this solution correct (row 49 and row 50).
No, the solution is wrong as indicated by KKT: > Karush-Kuhn-Tucker optimality conditions: > KKT.PB: max.abs.err. = 2.52e+001 on row 22 > max.rel.err. = 6.17e-001 on row 22 > PRIMAL SOLUTION IS INFEASIBLE This might happen because the lp is badly scaled, and the simplex solver missed some constraint(s) due to a tolerance. Could you write your instance in mps or cplex format, gzip it, and post it to me? This would help to see what is wrong. Thanks. Andrew Makhorin _______________________________________________ Help-glpk mailing list [email protected] http://lists.gnu.org/mailman/listinfo/help-glpk
